Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-12 0.530522 0.593200 0.663221 0.747808 0.847986 0.963804 1.109251
2025-01-19 0.439006 0.513097 0.601232 0.715355 0.861558 1.045931 1.301664
2025-01-26 0.393778 0.476675 0.580404 0.722720 0.917869 1.184057 1.589854
2025-02-02 0.360487 0.449128 0.564814 0.731597 0.974470 1.330527 1.925103
2025-02-09 0.328982 0.419379 0.541426 0.724717 1.005589 1.444240 2.240610
2025-02-16 0.306641 0.399067 0.527771 0.728545 1.051539 1.588373 2.650428
2025-02-23 0.280092 0.370077 0.498273 0.704046 1.047667 1.647534 2.921015
2025-03-02 0.255551 0.341744 0.466803 0.672245 1.026047 1.669832 3.123337
2025-03-09 0.243444 0.330399 0.459440 0.677660 1.068495 1.819150 3.660993
2025-03-16 0.237477 0.327514 0.464471 0.703664 1.151561 2.067877 4.557217
2025-03-23 0.229134 0.320256 0.461761 0.715772 1.210170 2.280389 5.479881
2025-03-30 0.220620 0.312037 0.456651 0.722775 1.259568 2.485474 6.516315
2025-04-06 0.209940 0.300044 0.444931 0.717559 1.285623 2.649425 7.571126
2025-04-13 0.195863 0.281733 0.421220 0.687364 1.253449 2.657137 8.049849
2025-04-20 0.189378 0.275323 0.417305 0.694615 1.305476 2.907749 9.804270
2025-04-27 0.183627 0.269717 0.414283 0.703184 1.362204 3.193341 12.111862
2025-05-04 0.176072 0.260629 0.404390 0.696763 1.382053 3.375649 14.151578
2025-05-11 0.170570 0.254675 0.399665 0.700444 1.427743 3.660923 17.404512
2025-05-18 0.161768 0.242615 0.382997 0.677258 1.400636 3.687562 18.839415
2025-05-25 0.152630 0.229576 0.363813 0.647113 1.351153 3.620650 19.438645
2025-06-01 0.148754 0.225476 0.361001 0.652260 1.397628 3.932234 24.376972
2025-06-08 0.147561 0.225965 0.366785 0.676929 1.503215 4.533760 35.189983
2025-06-15 0.144800 0.223514 0.366750 0.688410 1.573699 5.032538 48.213199